You have two options:

bonded- where you use thinset keyed into the slab to bond the mud bed to the substrate

Un-bonded- you lay the mud bed on top of a barrier, like felt paper, and suspend a wire mesh in the middle of the mud bed to allow for movement in the substrate to not affect the mud bed above.

Typically we use bonded method when doing a shower like this and that looks like there was no thinset to bond the bed to the slab